TimeDiffusion model for forecasting

Diffusion based temporal convolutional model for time-series forecasting. Main focus on long term time-series forecasting.

Project structure

• utils
  • utils/dl.py - time-series deep learning models in pytorch with some decorators for training / inference
  • utils/data.py - functions for datasets processing
  • utils/timediffusion.py - TimeDiffusion model class
• results - folder with csv results files of model evaluation on different datasets
• eval_{MODEL_NAME}.py - python script for full evaluation pipeline on chosen dataset for MODEL_NAME
• TimeDIffussion_exchange_rate_tests.ipynb - visualizations of the forecasts
• TD_vis.ipynb - different visualizations